Results 21 to 30 of about 30,494 (304)
An Asymptotic Expansion with Push-Down of Malliavin Weights [PDF]
This paper derives asymptotic expansion formulas for option prices and implied volatilities as well as the density of the underlying asset price in multi-dimensional stochastic volatility models.
Akihiko Takahashi, Toshihiro Yamada
core +2 more sources
Advanced Materials Technologies, EarlyView.ABSTRACT Real‐time insight into local chemistry is critical for reliable part quality in additive manufacturing, especially laser powder bed fusion (PBF‑LB/M), where rapid thermal cycles and localized evaporation can undermine part performance. Optical emission spectroscopy (OES) offers non‑intrusive, in situ plume monitoring, but detection geometry ...
Philipp Gabriel +4 more
wiley +1 more source
Advanced Materials Technologies, EarlyView.Halide perovskite solar cells are fabricated with self‐encapsulation by lamination between two glass substrates using rapid Joule heating, yielding a 99% reduction in lamination time compared to previous studies. An 18% efficient cell is laminated in 5 s, demonstrating the potential for scalable manufacturing. ABSTRACT Perovskite solar cells (PSCs) are
Oluka Okia +9 more
wiley +1 more source
An Asymptotic Expansion with Malliavin Weights: An Application to Pricing Discrete Barrier Options [PDF]
This paper proposes a new approximation method for pricing barrier options with discrete monitoring under stochastic volatility environment. In particular, the integration-by-parts formula in Malliavin calculus is effectively applied in an asymptotic ...
Akihiko Takahashi, Toshihiro Yamada
core +2 more sources
Advanced Materials Technologies, EarlyView.Anodic aluminum oxide (AAO) membranes have traditionally served as structural supports in osmotic energy systems. Here, blind‐hole AAO membranes are demonstrated as active ion‐selective platforms with tunable nanopore structures. By balancing membrane resistance, ion selectivity, and flux, enhanced performance is achieved, delivering a maximum power ...
Khanh Nhien Vu +6 more
wiley +1 more source
Formation Control of Multi‐Agent System with Local Interaction and Artificial Potential Field
Advanced Robotics Research, EarlyView.This article proposes a local interaction‐based formation control method for Multi‐Agent system, integrating consensus and leader‐follower strategies with a stress response mechanism—artificial potential field to reduce communication overhead and enable obstacle avoidance. Experimental results on triangular, square, and hexagonal formations confirm its
Luoyin Zhao +3 more
wiley +1 more source
Advanced Robotics Research, EarlyView.This study explores how information processing is distributed between brains and bodies through a codesign approach. Using the “backpropagation through soft body” framework, brain–body coupling agents are developed and analyzed across several tasks in which output is generated through the agents’ physical dynamics.
Hiroki Tomioka +3 more
wiley +1 more source
"Application of a High-Order Asymptotic Expansion Scheme to Long-Term Currency Options" [PDF]
Recently, not only academic researchers but also many practitioners have used the methodology so-called "an asymptotic expansion method" in their proposed techniques for a variety of financial issues. e.g.
Kohta Takehara +2 more
core +2 more sources
Asymptotic boundedness and moment asymptotic expansion in ultradistribution spaces [PDF]
, 2020 We obtain structural theorems for the so-called S-asymptotic and quasiasymptotic boundedness of ultradistributions. Using these results, we then analyze the moment asymptotic expansion (MAE), providing a full characterization of those ultradistributions ...
Vindas Diaz, Jasson +3 more
core +1 more source
Journal of Mathematical Analysis and Applications12 ...
Nageshwar, Rohit +2 more
openaire +2 more sources